+55.2%
EBAY vs COPX
+31.7%
+23.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +5.1% |
| 7D | +6.0% | -3.0% | +9.0% | +6.3% |
| 30D | +16.8% | -13.6% | +30.4% | +18.2% |
| 3M | +14.5% | -11.2% | +25.8% | +15.2% |
| 6M | +15.1% | -2.4% | +17.5% | +13.3% |
| YTD | +45.0% | +4.2% | +40.8% | +41.7% |
| 1Y | +55.2% | +32.2% | +23.0% | +42.3% |
| All | +55.2% | +31.7% | +23.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling